Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.021071 | 0.2138 | 0.415546 |
2 | 0.378025 | 3.8365 | 0.000108 |
3 | -0.118303 | -1.2006 | 0.116322 |
4 | 0.640457 | 6.4999 | 0 |
5 | -0.128761 | -1.3068 | 0.097099 |
6 | 0.244664 | 2.4831 | 0.00732 |
7 | -0.217718 | -2.2096 | 0.014674 |
8 | 0.479093 | 4.8623 | 2e-06 |
9 | -0.280364 | -2.8454 | 0.002676 |
10 | 0.160055 | 1.6244 | 0.053675 |
11 | -0.298926 | -3.0338 | 0.001529 |
12 | 0.416419 | 4.2262 | 2.6e-05 |
13 | -0.256093 | -2.5991 | 0.00536 |
14 | 0.154123 | 1.5642 | 0.060421 |
15 | -0.277048 | -2.8117 | 0.00295 |
16 | 0.404598 | 4.1062 | 4e-05 |
17 | -0.241014 | -2.446 | 0.008069 |
18 | 0.17529 | 1.779 | 0.039094 |
19 | -0.244057 | -2.4769 | 0.00744 |
20 | 0.431476 | 4.379 | 1.4e-05 |
21 | -0.220589 | -2.2387 | 0.013662 |
22 | 0.154136 | 1.5643 | 0.060406 |
23 | -0.257061 | -2.6089 | 0.005217 |
24 | 0.361081 | 3.6646 | 0.000197 |
25 | -0.228862 | -2.3227 | 0.011081 |
26 | 0.094945 | 0.9636 | 0.168755 |
27 | -0.276588 | -2.8071 | 0.00299 |
28 | 0.29327 | 2.9764 | 0.001818 |
29 | -0.269386 | -2.734 | 0.003684 |
30 | 0.103995 | 1.0554 | 0.146848 |
31 | -0.259926 | -2.638 | 0.004817 |
32 | 0.302536 | 3.0704 | 0.001367 |
33 | -0.279099 | -2.8325 | 0.002778 |
34 | 0.089703 | 0.9104 | 0.182372 |
35 | -0.209837 | -2.1296 | 0.017793 |
36 | 0.264789 | 2.6873 | 0.0042 |
37 | -0.245478 | -2.4913 | 0.007162 |
38 | 0.096395 | 0.9783 | 0.165108 |
39 | -0.186197 | -1.8897 | 0.030805 |
40 | 0.256538 | 2.6036 | 0.005294 |
41 | -0.225216 | -2.2857 | 0.01216 |
42 | 0.084244 | 0.855 | 0.197271 |
43 | -0.192649 | -1.9552 | 0.026636 |
44 | 0.171724 | 1.7428 | 0.042176 |
45 | -0.216595 | -2.1982 | 0.015087 |
46 | 0.059433 | 0.6032 | 0.273858 |
47 | -0.162578 | -1.65 | 0.050996 |
48 | 0.184461 | 1.8721 | 0.032017 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.021071 | 0.2138 | 0.415546 |
2 | 0.377749 | 3.8337 | 0.000109 |
3 | -0.153127 | -1.5541 | 0.061618 |
4 | 0.607673 | 6.1672 | 0 |
5 | -0.293268 | -2.9763 | 0.001818 |
6 | -0.061355 | -0.6227 | 0.267435 |
7 | 0.012626 | 0.1281 | 0.449144 |
8 | 0.129116 | 1.3104 | 0.09649 |
9 | -0.28932 | -2.9363 | 0.002049 |
10 | 0.066736 | 0.6773 | 0.249869 |
11 | -0.025034 | -0.2541 | 0.399976 |
12 | 0.113719 | 1.1541 | 0.12556 |
13 | 0.022146 | 0.2248 | 0.411306 |
14 | -0.052414 | -0.5319 | 0.297953 |
15 | 0.036657 | 0.372 | 0.355318 |
16 | 0.084868 | 0.8613 | 0.195532 |
17 | -0.073655 | -0.7475 | 0.228228 |
18 | -0.004305 | -0.0437 | 0.482618 |
19 | 0.070251 | 0.713 | 0.238739 |
20 | 0.061257 | 0.6217 | 0.26776 |
21 | -0.064947 | -0.6591 | 0.255638 |
22 | -0.05059 | -0.5134 | 0.304373 |
23 | 0.014259 | 0.1447 | 0.442611 |
24 | -0.047906 | -0.4862 | 0.313931 |
25 | 0.019219 | 0.1951 | 0.422867 |
26 | -0.113685 | -1.1538 | 0.125631 |
27 | 0.051975 | 0.5275 | 0.299494 |
28 | -0.040197 | -0.408 | 0.342077 |
29 | -0.037068 | -0.3762 | 0.35377 |
30 | 0.087951 | 0.8926 | 0.187075 |
31 | 0.007119 | 0.0722 | 0.471273 |
32 | 0.000298 | 0.003 | 0.498798 |
33 | -0.107848 | -1.0945 | 0.138136 |
34 | 0.028568 | 0.2899 | 0.386226 |
35 | 0.080746 | 0.8195 | 0.2072 |
36 | -0.140119 | -1.4221 | 0.079015 |
37 | 0.033923 | 0.3443 | 0.365669 |
38 | 0.024441 | 0.248 | 0.402296 |
39 | 0.009016 | 0.0915 | 0.463637 |
40 | -0.049821 | -0.5056 | 0.307097 |
41 | 0.056208 | 0.5705 | 0.284807 |
42 | -0.068113 | -0.6913 | 0.245476 |
43 | -0.027313 | -0.2772 | 0.391092 |
44 | -0.114983 | -1.167 | 0.122962 |
45 | 0.074043 | 0.7515 | 0.227047 |
46 | 0.018698 | 0.1898 | 0.424933 |
47 | 0.016694 | 0.1694 | 0.432896 |
48 | 0.024009 | 0.2437 | 0.403989 |